+16.8%
IREN vs SARO
-15.0%
+31.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | +14.6% | +0.6% | +13.9% | +14.3% |
| 30D | +17.1% | -14.5% | +31.6% | +23.7% |
| 3M | -16.0% | -5.3% | -10.7% | -14.3% |
| 6M | +16.8% | -15.3% | +32.1% | +27.6% |
| All | +16.8% | -15.0% | +31.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling